Sequential Statistics
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Sequential Analysis
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Author : David Siegmund
language : en
Publisher: Springer Science & Business Media
Release Date : 1985-08-07
Sequential Analysis written by David Siegmund and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985-08-07 with Mathematics categories.
The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald's elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observa tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numerous modifications of the sequential probability ratio test were proposed and their properties studied-often by simulation or lengthy numerical computation. (A notable exception is Anderson, 1960; see III.7.) In the past decade it has become possible to give a more complete theoretical analysis of many of the proposals and hence to understand them better.
Sequential Statistics
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Author : Zakkula Govindarajulu
language : en
Publisher: World Scientific Publishing Company
Release Date : 2004-10-13
Sequential Statistics written by Zakkula Govindarajulu and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-13 with Mathematics categories.
This book contains topics that can be covered in a single-semester course. Only elementary proofs are provided, and thus the mathematics and statistics are maintained at a basic level. Only a course in each of three areas — advanced calculus, probability and statistical inference — is assumed of the student. The book has a chapter on applications to biostatistics and a supplement presenting computer programs for selected sequential procedures. Identified problems are provided at the end of each chapter.
Sequential Analysis
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Author : Alexander Tartakovsky
language : en
Publisher: CRC Press
Release Date : 2014-08-27
Sequential Analysis written by Alexander Tartakovsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-27 with Mathematics categories.
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, this book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.
Sequential Analysis
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Author : Abraham Wald
language : en
Publisher: Courier Corporation
Release Date : 2004-06-10
Sequential Analysis written by Abraham Wald and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-06-10 with Mathematics categories.
The inventor of a statistical inference system book describes his system and its applications. Discusses the general theory of the sequential probability ratio test, with comparisons to traditional statistical inference systems; applications that illustrate the general theory and of theoretical interest specific to these applications; possible approaches to the problem of sequential multi-valued decisions and estimation.
Sequential Experimentation In Clinical Trials
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Author : Jay Bartroff
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-12
Sequential Experimentation In Clinical Trials written by Jay Bartroff and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-12 with Medical categories.
Sequential Experimentation in Clinical Trials: Design and Analysis is developed from decades of work in research groups, statistical pedagogy, and workshop participation. Different parts of the book can be used for short courses on clinical trials, translational medical research, and sequential experimentation. The authors have successfully used the book to teach innovative clinical trial designs and statistical methods for Statistics Ph.D. students at Stanford University. There are additional online supplements for the book that include chapter-specific exercises and information. Sequential Experimentation in Clinical Trials: Design and Analysis covers the much broader subject of sequential experimentation that includes group sequential and adaptive designs of Phase II and III clinical trials, which have attracted much attention in the past three decades. In particular, the broad scope of design and analysis problems in sequential experimentation clearly requires a wide range of statistical methods and models from nonlinear regression analysis, experimental design, dynamic programming, survival analysis, resampling, and likelihood and Bayesian inference. The background material in these building blocks is summarized in Chapter 2 and Chapter 3 and certain sections in Chapter 6 and Chapter 7. Besides group sequential tests and adaptive designs, the book also introduces sequential change-point detection methods in Chapter 5 in connection with pharmacovigilance and public health surveillance. Together with dynamic programming and approximate dynamic programming in Chapter 3, the book therefore covers all basic topics for a graduate course in sequential analysis designs.
Sequential Estimation
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Author : Malay Ghosh
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-09
Sequential Estimation written by Malay Ghosh and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-09 with Mathematics categories.
The only comprehensive guide to the theory and practice of one oftoday's most important probabilistic techniques The past 15 years have witnessed many significant advances insequential estimation, especially in the areas of three-stage andnonparametric methodology. Yet, until now, there were no referencesdevoted exclusively to this rapidly growing statisticalfield. Sequential Estimation is the first, single-source guide to thetheory and practice of both classical and modern sequentialestimation techniques--including parametric and nonparametricmethods. Researchers in sequential analysis will appreciate theunified, logically integrated treatment of the subject, as well ascoverage of important contemporary procedures not covered in moregeneral sequential analysis texts, such as: * Shrinkage estimation * Empirical and hierarchical Bayes procedures * Multistage sampling and accelerated sampling procedures * Time-sequential estimation * Sequential estimation in finite population sampling * Reliability estimation and capture-recapture methodologiesleading to sequential tagging schemes An indispensable resource for researchers in sequential analysis,Sequential Estimation is an ideal graduate-level text as well.
Sequential Statistical Procedures
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Author : Z. Govindarajulu
language : en
Publisher: Academic Press
Release Date : 2014-06-20
Sequential Statistical Procedures written by Z. Govindarajulu and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-20 with Mathematics categories.
Probability and Mathematical Statistics, Volume 26: Sequential Statistical Procedures provides information pertinent to the sequential procedures that are concerned with statistical analysis of data. This book discusses the fundamental aspects of sequential estimation. Organized into four chapters, this volume begins with an overview of the essential feature of sequential procedure. This text then examines the sequential probability ratio test procedure and provides a method of constructing a most powerful test for a simple hypothesis versus simple alternative-testing problem. Other chapters consider the problem of testing a composite hypothesis against a composite alternative. This book discusses as well the theory of sequential tests that is appropriate for distinguishing between two simple or composite hypotheses. The final chapter deals with the theory of sequential estimation. This book is a valuable resource for graduate students, research workers, and users of sequential procedures.
Sequential Analysis And Optimal Design
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Author : Herman Chernoff
language : en
Publisher: SIAM
Release Date : 1972-01-31
Sequential Analysis And Optimal Design written by Herman Chernoff and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972-01-31 with Technology & Engineering categories.
An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.
Sequential Analysis And Optimal Design
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Author : Herman Chernoff
language : en
Publisher: SIAM
Release Date : 1972-01-01
Sequential Analysis And Optimal Design written by Herman Chernoff and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972-01-01 with Technology & Engineering categories.
An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.
Handbook Of Sequential Analysis
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Author : B.K. Ghosh
language : en
Publisher: CRC Press
Release Date : 1991-04-24
Handbook Of Sequential Analysis written by B.K. Ghosh and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-04-24 with Mathematics categories.
Sequential analysis refers to the body of statistical theory and methods where the sample size may depend in a random manner on the accumulating data. A formal theory in which optimal tests are derived for simple statistical hypotheses in such a framework was developed by Abraham Wald in the early 1